+203.8%
DHR vs XYZ
+610.4%
-406.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -4.3% | +0.7% | -2.8% |
| 30D | -2.7% | +1.2% | -3.9% | -3.0% |
| 3M | +10.9% | +14.6% | -3.7% | +7.9% |
| 6M | +3.0% | +22.6% | -19.5% | -1.4% |
| YTD | -12.2% | +21.7% | -33.9% | -16.4% |
| 1Y | +3.3% | +6.7% | -3.4% | +0.3% |
| 3Y | -8.2% | +46.8% | -55.1% | -20.3% |
| 5Y | -29.9% | -68.0% | +38.2% | -25.1% |
| All | +203.8% | +610.4% | -406.6% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling